Anic Equity¶

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Total return since start: 0.629 %¶

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Equity now: -----------------------------> 49757.67 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45696.46 Kr¶

PnL: ---------------------------------------> 640.46 Kr¶

DD now: ---------------------------------> -6.33 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 17:26:42.710147'

Anic Portfolio¶

Today¶

Return: 1.809 %¶

This Week¶

Return: 0.922 %¶

Total portfolio value¶

Return including deposits: 62.894 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.340000 1666.440000 197.440000 13.440000 1468.999998
Orrön Energy 180 6.910000 2198.700000 155.700000 7.620000 2043.000000
Sedana Medical 93 4.060000 2672.820000 151.820000 6.020000 2521.000011
Atrium Ljungberg B 5 4.460000 995.000000 60.000000 6.420000 935.000000
Platzer Fastigheter Holding B 12 5.070000 1018.800000 57.800000 6.010000 960.999996
VEF 909 4.800000 1905.260000 55.260000 2.990000 1850.000436
Catena 2 4.280000 837.600000 45.600000 5.760000 792.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 3.010000 904.200000 40.200000 4.650000 864.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.220000 999.360000 32.360000 3.350000 966.999996
BioGaia B 8 2.230000 955.200000 25.200000 2.710000 930.000000
Biotage 7 1.710000 959.000000 18.000000 1.910000 940.999997
Byggmax Group 33 2.080000 972.840000 16.840000 1.760000 956.000001
Bilia A 8 1.870000 916.800000 16.800000 1.870000 900.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
Clas Ohlson B 12 0.990000 984.000000 11.000000 1.130000 972.999996
HEXPOL B 9 -0.090000 1026.900000 5.900000 0.580000 1020.999996
EQT 4 1.160000 837.600000 5.600000 0.670000 832.000000
AcadeMedia 8 1.200000 405.600000 3.600000 0.900000 402.000000
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
ASSA ABLOY B 3 0.850000 782.400000 3.400000 0.440000 779.000001
Nordic Waterproofing Holding 7 1.480000 957.600000 -9.400000 -0.970000 966.999999
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Addnode Group B 11 0.120000 902.550000 -18.450000 -2.000000 921.000003
SKF B 5 -1.310000 919.750000 -20.250000 -2.150000 940.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Hexagon B 26 1.340000 3435.900000 -25.100000 -0.730000 3461.000010
Vitec Software Group B 2 1.820000 1061.000000 -26.000000 -2.390000 1087.000000
Indutrade 5 2.540000 1190.500000 -27.500000 -2.260000 1218.000000
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Bufab 3 -0.400000 1048.800000 -60.200000 -5.430000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.150000 1384.190000 -74.810000 -5.130000 1458.999989
TOTAL 45696.460000 640.460000 -6.3303% 45056.000411

Updated:¶

'2023-07-04 17:27:00.721768'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶